+48.3%
TSEM vs USFD
+50.4%
-2.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.6% |
| 7D | +20.5% | +1.3% | +19.2% | +20.5% |
| 30D | -29.0% | +10.6% | -39.5% | -29.1% |
| 3M | -39.4% | -2.4% | -36.9% | -38.7% |
| 6M | -28.5% | +28.9% | -57.4% | -32.0% |
| YTD | +34.4% | +43.7% | -9.3% | +22.1% |
| 1Y | +48.3% | +48.5% | -0.2% | +32.7% |
| All | +48.3% | +50.4% | -2.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling